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Python - a popular general-purpose high-level user-friendly programming language. It is widely used for scientific programming and developing web and desktop applications.
Distributions
Anaconda Python - Anaconda Python is a completely free enterprise-ready Python distribution for large-scale data processing, predictive analytics, and scientific computing. (Windows/Linux/Mac)
Enthought Python - The Enthought Python Distribution provides scientists with a comprehensive set of tools to perform rigorous data analysis and visualization. (Windows/Linux/Mac)
Advantages
Free
Has a huge number of packages for any need
Has a great community of programmers to find answers to all of your questions
Is used outside of academia a lot (easy to find a Python developer job)